Sparse regression with multi-type regularized feature modeling
From MaRDI portal
Publication:2657005
DOI10.1016/j.insmatheco.2020.11.010zbMath1460.91218arXiv1810.03136MaRDI QIDQ2657005
Tom Reynkens, Sander Devriendt, Roel Verbelen, Katrien Antonio
Publication date: 17 March 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.03136
modeling; sparsity; generalized linear model; Lasso; insurance pricing; predictor selection; level fusion
91G05: Actuarial mathematics
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